Combine all BBQ Remoulade Sauce ingredients in a small bowl. Chill at least 30 minutes before serving.
Toss shrimp, olive oil and 2 tablespoons seasoning in a bowl until shrimp is well coated. Grill over medium heat 4 to 5 minutes, turning once, until shrimp is cooked through and has turned pink. Remove from heat and serve with BBQ Remoulade Sauce.